Commit Graph

3 Commits

Author SHA1 Message Date
Ryan O'Hara-Reid
9ea72f2193 ftx: add basic exchange order execution limits for lower bound (#725)
* ftx: add basic exchange order execution limits for lower bound

* ftx/binance: conform to standard logger output

* ftx: fix field from SizeIncrement -> MinProvideSize

* limits: fix whoopsie

* limit: add tests

* ftx: fix comment
2021-07-29 09:15:02 +10:00
Adam
08f1b5d5d3 rpcserver/exchanges: Add additional param checks plus other minor bugfixes/improvements (#652)
* deleting the unwanted file created during testing + adding more verbose errors for cli

* wip

* checking params throughout wip

* improving errors

* wip

* thrasher patch

* better err name

* whip

* testing and fixing errors WIP

* upgrades and better errors

* broken test

* wip

* adding some tests

* using tempDir

* mini improvement

* little changes

* better time check

* fixing error

* more glorious changes

* end of day wip

* shazzy changes

* checking error

* appveyor

* last changes:
2021-03-30 13:40:01 +11:00
Ryan O'Hara-Reid
881bab2d5a Exchanges: Add in exchange defined tolerance settings (#647)
* Exchanges: Add in exchange defined tolerance settings to conform to min max amounts/price/notional etc (Initial)

* Add to tests fix linter

* Binance: Implement CMF and usdtMarginFutures fetching of currency information, addr nits

* binance: Add in test for tolerance set up

* exchanges: add in more tolerance settings and add tests

* nits: addr

* fix linter issue

* RPCServer: Use ordermanager instead of going direct to exchange

* Nits: Addr

* nits: glorious addr phase one

* nits: glorious nits phase 2

* exchange: move tolerance -> limits in order package add wrapper function, split binance functions to asset files

* nits: Addr thrasher + also include locking of limits struct when we update via syncer later on

* nits: mdc addr

* nits: glorious nits

* limits: unexport mutex

* limit: revert maths optim. and fix spelling

* limit: Add decimal package

* limit: don't check price on market order

* Orders: Add order execution checks on fake orders so as to always conform to tight specifications even in simulation

* binance: handle case where spot is not enabled but margin is

* backtester: add in amount conforming to back tested events to simulate realistic orders

* rm ln

* order limit: return amount when limit is nil and conformToAmount is requested

* nits: glorious nits + friends

* backtester/orders: fix tests

* nits: glorious nits

* nits: glorious nits

* RMLINE

* nits: more glorious nits!

* nits: pooosh

* binance: fix margin logic

* nits: Add warning, settings log and report item for exchange order execution limits

* backtester: add specific warnings in report output

* backtest: Adjust warnings
2021-03-25 15:47:15 +11:00